+2,351.7%
UNH vs IEF
+129.1%
+2,222.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +1.1% | +0.1% | +1.1% | +1.2% |
| 30D | -1.5% | -0.7% | -0.8% | -2.0% |
| 3M | -0.8% | -0.4% | -0.4% | -1.1% |
| 6M | +41.8% | -2.5% | +44.3% | +39.2% |
| YTD | +23.1% | -1.6% | +24.7% | +21.6% |
| 1Y | +28.5% | -1.3% | +29.8% | +27.2% |
| 3Y | -11.8% | +10.1% | -21.9% | -4.9% |
| 5Y | +5.3% | -8.3% | +13.6% | -4.5% |
| 10Y | +247.4% | +4.5% | +243.0% | +261.4% |
| All | +2,351.7% | +129.1% | +2,222.6% | +4,502.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IEF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling